-4.9%
CARR vs EQX
+6.3%
-11.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.2% | +10.8% | -15.0% | -5.5% |
| 30D | -4.7% | -0.9% | -3.9% | -4.9% |
| 3M | -18.3% | +9.5% | -27.9% | -19.6% |
| 6M | -16.4% | -16.8% | +0.4% | -15.8% |
| YTD | +2.3% | -19.3% | +21.6% | +4.1% |
| 1Y | -4.9% | +6.9% | -11.8% | -2.8% |
| All | -4.9% | +6.3% | -11.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling